#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Math;
using Cephei.QL.Termstructures.Volatility.Optionlet;
namespace Cephei.QL.Legacy.Libormarketmodels
{
     // <summary> 
	// ! Hull, John, White, Alan, 1999, Forward Rate Volatilities, Swap Rate Volatilities and the Implementation of the Libor Market Model (<http://www.rotman.utoronto.ca/~amackay/fin/libormktmodel2.pdf>)  \test the correctness is tested by Monte-Carlo reproduction of caplet & ratchet npvs and comparison with Black pricing.
	// </summary>
    [Guid ("DF21C9CC-D2EC-4ab5-8AA3-A2099DAD198F"),ComVisible(true)]
	public interface ILfmHullWhiteParameterization : Cephei.QL.Legacy.Libormarketmodels.ILfmCovarianceParameterization
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
    }

    // <summary> 
	// ! Hull, John, White, Alan, 1999, Forward Rate Volatilities, Swap Rate Volatilities and the Implementation of the Libor Market Model (<http://www.rotman.utoronto.ca/~amackay/fin/libormktmodel2.pdf>)  \test the correctness is tested by Monte-Carlo reproduction of caplet & ratchet npvs and comparison with Black pricing. Factory
	// </summary>
   	[ComVisible(true)]
    public interface ILfmHullWhiteParameterization_Factory // : Collection_Factory<ILfmHullWhiteParameterization, ICell<ILfmHullWhiteParameterization>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    ILfmHullWhiteParameterization Create (Cephei.QL.Legacy.Libormarketmodels.ILiborForwardModelProcess process, Cephei.QL.Termstructures.Volatility.Optionlet.IOptionletVolatilityStructure capletVol, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Math.IMatrix> correlation, Microsoft.FSharp.Core.FSharpOption<UInt64> factors);
    }
}

